In a large bowl, combine cake mix, eggs and oil. Mix well (The dough will be thick and somewhat sticky.) Roll tablespoonfuls of dough into balls. Press a Rolo candy into each and reshape balls. Dip tops in hazelnuts and place 2 inches apart on ungreased baking sheets.
Bake for 8-10 minutes. Cool for 2 minutes before removing from pans to wire racks. Store refrigerated in an airtight container, up to 5 days.
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